+87.6%
BB vs EFV
+25.8%
+61.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.1% | +3.8% | +4.7% |
| 7D | -6.8% | +2.9% | -9.7% | -8.7% |
| 30D | -3.5% | +3.6% | -7.1% | -5.7% |
| 3M | -1.2% | -0.1% | -1.1% | -1.5% |
| 6M | +57.0% | +9.6% | +47.4% | +50.5% |
| YTD | +131.1% | +17.0% | +114.2% | +113.4% |
| 1Y | +87.6% | +25.7% | +61.9% | +67.7% |
| All | +87.6% | +25.8% | +61.8% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling